Question
What is the banks duration gap? What is the banks expected economic net interest income? If interest rates decrease 1% for all assets and liabilities,
What is the banks duration gap?
What is the banks expected economic net interest income?
If interest rates decrease 1% for all assets and liabilities, what is the approximate expected change in the economic value of equity?
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Handbook Of Financial Markets Dynamics And Evolution
Authors: Thorsten Hens
1st Edition
0323165478, 978-0323165471
